NYMEX Natural Gas Future November 2012
Trading Metrics calculated at close of trading on 25-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
2.986 |
3.045 |
0.059 |
2.0% |
2.873 |
High |
3.033 |
3.093 |
0.060 |
2.0% |
3.033 |
Low |
2.920 |
2.994 |
0.074 |
2.5% |
2.872 |
Close |
3.011 |
3.038 |
0.027 |
0.9% |
3.011 |
Range |
0.113 |
0.099 |
-0.014 |
-12.4% |
0.161 |
ATR |
0.110 |
0.109 |
-0.001 |
-0.7% |
0.000 |
Volume |
33,915 |
15,563 |
-18,352 |
-54.1% |
110,841 |
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.339 |
3.287 |
3.092 |
|
R3 |
3.240 |
3.188 |
3.065 |
|
R2 |
3.141 |
3.141 |
3.056 |
|
R1 |
3.089 |
3.089 |
3.047 |
3.066 |
PP |
3.042 |
3.042 |
3.042 |
3.030 |
S1 |
2.990 |
2.990 |
3.029 |
2.967 |
S2 |
2.943 |
2.943 |
3.020 |
|
S3 |
2.844 |
2.891 |
3.011 |
|
S4 |
2.745 |
2.792 |
2.984 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.455 |
3.394 |
3.100 |
|
R3 |
3.294 |
3.233 |
3.055 |
|
R2 |
3.133 |
3.133 |
3.041 |
|
R1 |
3.072 |
3.072 |
3.026 |
3.103 |
PP |
2.972 |
2.972 |
2.972 |
2.987 |
S1 |
2.911 |
2.911 |
2.996 |
2.942 |
S2 |
2.811 |
2.811 |
2.981 |
|
S3 |
2.650 |
2.750 |
2.967 |
|
S4 |
2.489 |
2.589 |
2.922 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.093 |
2.886 |
0.207 |
6.8% |
0.113 |
3.7% |
73% |
True |
False |
21,846 |
10 |
3.093 |
2.650 |
0.443 |
14.6% |
0.121 |
4.0% |
88% |
True |
False |
23,934 |
20 |
3.093 |
2.650 |
0.443 |
14.6% |
0.105 |
3.4% |
88% |
True |
False |
20,136 |
40 |
3.190 |
2.650 |
0.540 |
17.8% |
0.102 |
3.3% |
72% |
False |
False |
18,026 |
60 |
3.190 |
2.566 |
0.624 |
20.5% |
0.087 |
2.9% |
76% |
False |
False |
15,371 |
80 |
3.190 |
2.566 |
0.624 |
20.5% |
0.082 |
2.7% |
76% |
False |
False |
12,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.514 |
2.618 |
3.352 |
1.618 |
3.253 |
1.000 |
3.192 |
0.618 |
3.154 |
HIGH |
3.093 |
0.618 |
3.055 |
0.500 |
3.044 |
0.382 |
3.032 |
LOW |
2.994 |
0.618 |
2.933 |
1.000 |
2.895 |
1.618 |
2.834 |
2.618 |
2.735 |
4.250 |
2.573 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
3.044 |
3.028 |
PP |
3.042 |
3.017 |
S1 |
3.040 |
3.007 |
|